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Solutide Updated
January 21st, 2009 at 8:41pm · 14 Comments
I checked the Solutide calculations carefully. The problem was not a polarity of the buy/sell signals, but that I had plotted them on one of the various previous solunar years and not in 2009. The other years have different weekend/holiday alignments, which makes solunar time a fuzzy number at best. I’ve fixed the problem, and the updated chart is shown below. The solutide model flips from short to long this weekend, or the Feb. 9 buy is at about the same level. The model will reverse to short on Feb. 18.
Tags: Solunar Model · Tides
14 responses so far ↓
1 costas v. // Jan 22, 2009 at 4:21 am
If the green markers point to possible lows and therefore may be seen as an entry for a long position, how do you see that the model flips from long to short over the weekend. Am I reading it wrong, because the 25/1 sign is green and we are moving lower to meet it in the weekend.
2 chris // Jan 22, 2009 at 6:30 am
typo – fixed – thanks
3 Jon Eeles // Jan 22, 2009 at 12:44 pm
The February 18th tide turn is supported by a calendar cluster, with among others, F13 from 11/26/2007 and F7 from 11/4/2008, both targeting February 19th and F3 from the recent high on 1/6/2009 which was also a tide and cluster turn
4 hope // Jan 22, 2009 at 12:53 pm
Please can you clarify if 1/25 or 2/9 “flip from short to long” or “Buy” means that the market is likely to churn for about 2 weeks? Or does it mean one should wait to buy around 2/9? In other words, what is the difference in going long on 1/25 vs 2/9?
5 BearOfNH // Jan 22, 2009 at 3:24 pm
It looks like the best buy signals are green dots all by themselves at or very near a “bottom”, and the best sell signals are red dots all by themselves at or very near a “top”. Last August: SELL, last October: SELL, 28th October: BUY, Early November: SELL etc., to the peak red dot in early January (DOW 9000) SELL.
The next good opportunity seems to be the SELL on Feb 18th. I’m not too enthused about the BUYs, based on this filtering principle.
Thanks for sharing, Chris!
6 deacon31 // Jan 23, 2009 at 8:56 am
monday new moon with eclipse of sun, and china will be closed for it’s whole new year week, the year of the ‘ox’
7 deacon31 // Jan 23, 2009 at 9:01 am
the post election year chart seems to agree with a 2/18 low:
http://www.chartoftheday.com/20090109.htm?T
on weekly the VIX flirted with 20wema this week and bounced, and adx is ‘holy grail’ high on weekly, same as it is in US and TY (who need a couple more points south to get to 20wema)
8 chester // Jan 23, 2009 at 10:47 am
deacon – The thing is, the solunar chart is calling for a HIGH on the 18th Feb not a LOW.
9 molecool // Jan 23, 2009 at 5:42 pm
I disagree (with all due respect) – I think this market crashes on the 9th. All the way.
10 BearOfNH // Jan 23, 2009 at 7:09 pm
Interesting. By “crashes on the 9th” do you mean the START or the END of a large move down?
And is that something you interpret from the solutide chart above, or is there another source for your forecast?
My reading of the above chart calls for a downmove to start on 2/18; it need not be much of a top but there should be quite a drop.
11 jdr // Feb 1, 2009 at 4:57 am
Chris, Apologies for the naive question, but the chart’s date axis seems to be not regular, as in some are exactly 2 weeks apart (e.g. 1/26~2/9) whereas others are slightly longer (e.g. 2/9~2/24). My assumption is that it has to do with lunar calendars, but if you could enlighten me, I would appreciate it. (I also assume this is why the 2/9 green dot is slightly before the 2/9 date line). Many thanks.
12 chris // Feb 3, 2009 at 10:55 am
Not a naive question at all. The date axis is in trading days, not calendar days – moreover it’s not 2009′s trading days – so there may be days that are weekends or holidays this year that are listed. The problem with building the solunar model is that the past years that are the ingredients are all scaled with different holidays and weekends. The result is a limitation on the accuracy, and all dates should be taken with a +- 1 day time frame, but the drift can be more than that. It hasn’t been a problem in the past, but now that we’re trying to meld the solunar with the tides, which are quite precise, we have to be careful. On my to do list is to rebuild the solunar model using calendar day data and acheieve a higher degree of precision.
13 alysomji // Feb 8, 2009 at 10:58 am
Hello Chris,
I am wondering what years you used to develop price history for your model.
Thanks.
14 reza002 // Mar 11, 2009 at 4:26 pm
Any updates of the recent solitude as we approached the Mar 10 date.
Thanks
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